Screams and the smell of burning flesh drew neighbours out of their houses on a leafy Sydney street on Monday afternoon.

Their noses and ears led them to a woman who rolled down her driveway on fire and came to rest on a nature strip at the bottom.

One neighbour said they saw a look of "pure terror" in the eyes of Indian woman Parwinder Kaur as she lay burning on the grass.

Her husband, Kulwinder Singh, 34, also screamed as he tried to put out the flames with his hands.

Neighbours waved their hands over her body frantically, desperate to stop the smoke rising from her body.

"I smelt it first. There was a very distinct smell, and when I went to the scene I [saw] the lady was not moving," a woman who lived nearby said.

"She was just laying there; the fire had been put out but we were then waving our hands because she still had smoke coming off her."

The 32-year-old suffered burns to 85 per cent of her body and died from her injuries less than 24 hours later.

On Friday, police stood next to a burnt patch of brown lawn, which outlined where her body had smouldered.

Not even rain was able to wash away the chunks of charred black and red clothing and melted skin scattered down the driveway.

Homicide detectives are leading an investigation into Kaur's death with the assistance of local police.

They are trying to determine how she came to be doused in petrol and set alight.

At this stage they are still trying to figure out whether her death was the result of self-harm or something more sinister.

Kaur herself had called emergency services and one neighbour said they heard her yell "help" before she burst out of her front door on flames. Her husband ran after her.

"I just heard screaming. It was definitely a female scream. It was a high-pitched scream, and it was a cry for help," the neighbour said.

Earlier this year, Kaur had once called for help during an argument with her husband. Police came to the couple's house and the spat was resolved peacefully. Several neighbours said the pair had argued in the past and one said they believed they had been under financial strain.

Detective Superintendent Rob Critchlow said the pair's relationship was "not as rosy as it could have been".

About five years ago, Kaur was forced to leave her life in India and move to Australia after her family arranged for her to marry Singh.

The pair bought a vacant block and only recently built a two-storey house where Mr Singh's parents also lived, up until about a year ago.